+668.7%
BX vs STT
+262.1%
+406.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.7% | +1.0% | -6.6% | -6.2% |
| 30D | -8.9% | +2.8% | -11.7% | -10.5% |
| 3M | +8.4% | +18.1% | -9.7% | -2.4% |
| 6M | +18.9% | +59.2% | -40.3% | -10.7% |
| YTD | -13.6% | +51.5% | -65.1% | -33.2% |
| 1Y | -22.4% | +75.7% | -98.1% | -45.2% |
| 3Y | +26.0% | +200.8% | -174.7% | -34.5% |
| 5Y | +18.8% | +155.8% | -137.0% | -34.0% |
| 10Y | +668.7% | +266.4% | +402.4% | +213.8% |
| All | +668.7% | +262.1% | +406.7% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling